E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 4,379.25 4,382.50 3.25 0.1% 4,485.00
High 4,396.00 4,421.00 25.00 0.6% 4,517.75
Low 4,350.00 4,372.25 22.25 0.5% 4,350.00
Close 4,382.75 4,412.50 29.75 0.7% 4,382.75
Range 46.00 48.75 2.75 6.0% 167.75
ATR 49.65 49.58 -0.06 -0.1% 0.00
Volume 1,746,289 1,361,470 -384,819 -22.0% 7,645,636
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,548.25 4,529.00 4,439.25
R3 4,499.50 4,480.25 4,426.00
R2 4,450.75 4,450.75 4,421.50
R1 4,431.50 4,431.50 4,417.00 4,441.00
PP 4,402.00 4,402.00 4,402.00 4,406.75
S1 4,382.75 4,382.75 4,408.00 4,392.50
S2 4,353.25 4,353.25 4,403.50
S3 4,304.50 4,334.00 4,399.00
S4 4,255.75 4,285.25 4,385.75
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,920.00 4,819.25 4,475.00
R3 4,752.25 4,651.50 4,429.00
R2 4,584.50 4,584.50 4,413.50
R1 4,483.75 4,483.75 4,398.25 4,450.25
PP 4,416.75 4,416.75 4,416.75 4,400.00
S1 4,316.00 4,316.00 4,367.25 4,282.50
S2 4,249.00 4,249.00 4,352.00
S3 4,081.25 4,148.25 4,336.50
S4 3,913.50 3,980.50 4,290.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,517.75 4,350.00 167.75 3.8% 55.00 1.2% 37% False False 1,545,994
10 4,544.75 4,350.00 194.75 4.4% 54.25 1.2% 32% False False 1,608,200
20 4,634.50 4,350.00 284.50 6.4% 51.00 1.2% 22% False False 1,590,429
40 4,634.50 4,350.00 284.50 6.4% 45.00 1.0% 22% False False 1,509,794
60 4,634.50 4,172.50 462.00 10.5% 46.00 1.0% 52% False False 1,313,916
80 4,634.50 4,098.25 536.25 12.2% 47.50 1.1% 59% False False 986,525
100 4,634.50 4,087.00 547.50 12.4% 46.50 1.1% 59% False False 789,638
120 4,634.50 3,874.75 759.75 17.2% 51.75 1.2% 71% False False 658,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,628.25
2.618 4,548.75
1.618 4,500.00
1.000 4,469.75
0.618 4,451.25
HIGH 4,421.00
0.618 4,402.50
0.500 4,396.50
0.382 4,390.75
LOW 4,372.25
0.618 4,342.00
1.000 4,323.50
1.618 4,293.25
2.618 4,244.50
4.250 4,165.00
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 4,407.25 4,406.00
PP 4,402.00 4,399.75
S1 4,396.50 4,393.50

These figures are updated between 7pm and 10pm EST after a trading day.

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